In recent years, incorporating external knowledge for response generation in open-domain conversation systems has attracted great interest. To improve the relevancy of retrieved knowledge, we propose a neural entity linking (NEL) approach. Different from formal documents, such as news, conversational utterances are informal and multi-turn, which makes it more challenging to disambiguate the entities. Therefore, we present a context-aware named entity recognition model (NER) and entity resolution (ER) model to utilize dialogue context information. We conduct NEL experiments on three open-domain conversation datasets and validate that incorporating context information improves the performance of NER and ER models. The end-to-end NEL approach outperforms the baseline by 62.8% relatively in F1 metric. Furthermore, we verify that using external knowledge based on NEL benefits the neural response generation model.